Agreeable bets with multiple priors

DOI10.1016/j.jet.2005.01.004zbMath1152.91653OpenAlexW2036611696MaRDI QIDQ2496237

Takashi Ui, Atsushi Kajii

Publication date: 12 July 2006

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://ynu.repo.nii.ac.jp/?action=repository_uri&item_id=2028

zbMATH Keywords

Choquet integralmultiple priorsconvex capacityagreeing and disagreeing

Mathematics Subject Classification ID

2-person games (91A05) Trade models (91B60) Probabilistic measure theory (60A10)

Related Items

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Participation in risk sharing under ambiguity ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ A test of (weak) certainty independence ⋮ Ambiguity and the Bayesian Paradigm ⋮ When does ambiguity fade away? ⋮ Optimal risk-sharing under mutually singular beliefs ⋮ Hierarchies of ambiguous beliefs ⋮ Risk sharing in the small and in the large ⋮ Financial complexity and trade ⋮ Efficient allocations under ambiguity ⋮ Agreeable trade with optimism and pessimism ⋮ Equilibria Under Knightian Price Uncertainty

Cites Work

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